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Daily Momentum and Contrarian Behavior of Index Fund Investors · Study

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PreprintDaily Momentum and Contrarian Behavior of Index Fund Investors

Massimo Massa2000

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Preprintgreen2000

Daily Momentum and Contrarian Behavior of Index Fund Investors

Massimo Massa · William Nelson Goetzmann

54 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency n.d.A model of investor sentiment /1998Are Investors Reluctant to Realize Their Losses?1992The impact of institutional trading on stock prices 1985Persuasive evidence of market inefficiency 1996Measuring Fund Strategy and Performance in Changing Economic Conditions 1990When Are Contrarian Profits Due to Stock Market Overreaction?2000The investment behavior and performance of various investor types: a study of Finland's unique data set

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2007Stock purchase and the weather: Individual differences 2014Contrarian and momentum trading: a review of the literature 2005The Information Content of Institutional Trades on the London Stock Exchange 2009Sentiment and Momentum 2017Do individual short-sellers make money? Evidence from Korea 2009The Price Impact of Institutional Herding

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2000Daily Momentum and Contrarian Behavior of Index Fund Investorsreport · 41 shared references 2002Daily Momentum and Contrarian Behavior of Index Fund Investorsarticle · 33 shared references 2000Behavioral Factors in Mutual Fund Flowspreprint · 23 shared references 1999Index Funds and Stock Market Growthreport · 16 shared references 2007Wycena papierów wartościowych na rynku kapitałowym w świetle finansów behawioralnycharticle · 16 shared references 2002Investor psychology in capital markets: evidence and policy implicationsarticle · 13 shared references

Details

Year2000

Typepreprint

Published2000-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations54

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.199088

openalex_workW2147429759

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2007Interaction of investor trades and market volatility: Evidence from the Tokyo Stock Exchange

2013Mutual Fund Investments, FII Investments and Stock Market Returns in India